+485.4%
ABBV vs FIVE
+475.1%
+10.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.7% | -3.7% | -3.1% |
| 7D | -4.3% | +3.7% | -8.0% | -4.7% |
| 30D | +1.1% | +4.0% | -2.9% | +0.6% |
| 3M | +12.3% | +36.2% | -23.9% | +8.5% |
| 6M | +9.8% | +18.0% | -8.2% | +7.2% |
| YTD | +11.5% | +34.9% | -23.4% | +7.1% |
| 1Y | +22.3% | +67.9% | -45.6% | +14.4% |
| 3Y | +85.2% | +57.3% | +27.8% | +69.3% |
| 5Y | +170.8% | +39.5% | +131.3% | +145.1% |
| 10Y | +485.4% | +496.4% | -11.0% | +332.1% |
| All | +485.4% | +475.1% | +10.4% | +332.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FIVE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling